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DOE OSTI2022

Multifidelity Ensemble Kalman Filtering Using Surrogate Models Defined by Theory-Guided Autoencoders

Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy sparse observations of reality. The multifidelity ensemble Kalman filter (MFEnKF) recently developed by the authors combines a full-order physical model and a hierarchy of reduced order surrogate models in order to increase the computational efficiency of data assimilation. The standard MFEnKF uses linear couplings between models, and is statistically optimal in case of Gaussian probability densities. This work extends the MFEnKF into to make use of a broader class of surrogate model such as those based on machine learning methods such as autoencoders non-linear couplings in between the model hierarchies. We identify the right-invertibility property for autoencoders as being a key predictor of success in the forecasting power of autoencoder-based reduced order models. We propose a methodology that allows us to construct reduced order surrogate models that are more accurate than the ones obtained via conventional linear methods. Numerical experiments with the canonical Lorenz'96 model illustrate that nonlinear surrogates perform better than linear projection-based ones in the context of multifidelity ensemble Kalman filtering. We additionality show a large-scale proof-of-concept result with the quasi-geostrophic equations, showing the competitiveness of the method with a traditional reduced order model-based MFEnKF.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Benchmarking the performance of uncertainty quantification methods for neural network-based interatomic potentials

Machine-learned interatomic potentials (ML-IAPs) continue to gain popularity as accurate, computationally efficient replacements for traditional, physics-based interatomic potentials and expensive ab initio methods. Uncertainty quantification (UQ) of ML-IAPs is a growing area of research as UQ is critical in many applications of IAPs, such as developing curated datasets, active learning-based data augmentation, self-improving models, and estimating the uncertainty of molecular dynamics simulations. In this paper, we construct and benchmark a series of different neural network potentials (NNPs) with varying network architectures to determine the performance of these models with respect to both the mean and uncertainty calibration error. Each NNP method is specifically designed to predict either epistemic or aleatoric uncertainty with particular focus on the differences in behavior between the epistemic and aleatoric uncertainty estimates. We benchmark these methods using multiple datasets common in the ML-IAP literature. The results show that the aleatoric uncertainty from single-shot model architectures is a competitive alternative to ensemble-based epistemic uncertainty predictions in regions of sufficient data-density. However, in regions where the representative data is sparse, aleatoric uncertainty models tend to overpredict and epistemic methods tend to underpredict the actual model error. We conclude that the type of UQ is crucial when discussing performance of probabilistic model results as different methods have different performance characteristics depending on the regime in which they are evaluated. Therefore, the type of UQ method should be carefully evaluated against both the data characteristics and requirements for the intended application.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Equation‐Free Surrogate Modeling of Geophysical Flows at the Intersection of Machine Learning and Data Assimilation

Abstract There is a growing interest in developing data‐driven reduced‐order models for atmospheric and oceanic flows that are trained on data obtained either from high‐resolution simulations or satellite observations. The data‐driven models are non‐intrusive in nature and offer significant computational savings compared to large‐scale numerical models. These low‐dimensional models can be utilized to reduce the computational burden of generating forecasts and estimating model uncertainty without losing the key information needed for data assimilation (DA) to produce accurate state estimates. This paper aims at exploring an equation‐free surrogate modeling approach at the intersection of machine learning and DA in Earth system modeling. With this objective, we introduce an end‐to‐end non‐intrusive reduced‐order modeling (NIROM) framework equipped with contributions in modal decomposition, time series prediction, optimal sensor placement, and sequential DA. Specifically, we use proper orthogonal decomposition (POD) to identify the dominant structures of the flow, and a long short‐term memory network to model the dynamics of the POD modes. The NIROM is integrated within the deterministic ensemble Kalman filter (DEnKF) to incorporate sparse and noisy observations at optimal sensor locations obtained through QR pivoting. The feasibility and the benefit of the proposed framework are demonstrated for the NOAA Optimum Interpolation Sea Surface Temperature (SST) V2 data set. Our results indicate that the NIROM is stable for long‐term forecasting and can model dynamics of SST with a reasonable level of accuracy. Furthermore, the prediction accuracy of the NIROM gets improved by almost one order of magnitude by the DEnKF algorithm.

Pawar, Suraj↗

DOE OSTI2026

Advancing Asset Management in Water Infrastructure Systems

Aging water system infrastructure, including drinking water, wastewater, and stormwater, poses a growing challenge for utilities and municipalities. These water systems have well documented challenges with respect to their age, condition, and level of service. ASCE annual report cards consistently rate these infrastructure systems in the United States as underfunded, overcapacity, or past service life (ASCE 2025 Report Card). For example, Chini and Stillwell (2017) estimated that the mean water loss in drinking water systems, i.e., non-revenue water, is approximately 16% across the United States. These concerns are not just relegated to the United States, with Courtenay, British Columbia, identifying 17% of their water main pipes as in a ‘poor’ condition state, defined as a category condition 5 out of 5 (City of Courtenay, 2024). These cases illustrate the challenges utilities are facing to manage extensive networks of infrastructure to deliver a consistent and high level of service. For buried infrastructure such as water systems, studies suggest that preventative interventions can lead to lower maintenance costs and fewer service disruptions (Mazumder et al, 2018; Li et al, 2014). The demonstrated need and benefit of appropriately applied asset management is juxtaposed against the relatively sparse literature that evaluates water systems within an asset management construct. Since 2020, just 37 papers specifically reference asset management in the Journal of Water Resources Planning and Management. Of those, only a few specifically look to develop strategies for improved asset management. Therefore, we highlight four key research areas that represent opportunities for advancement of asset management research for water systems. First, advances in condition assessment and forecasting are needed to better estimate asset deterioration using diverse datasets. Second, machine learning (ML) and artificial intelligence (AI) hold promise for predictive maintenance and investment prioritization, though questions of generalizability and model transparency remain. Third, applying a value of information framework can guide utilities in making cost-effective sensor deployment and data collection decisions, to direct monitoring strategies towards data-informed asset management decisions. Finally, integrated infrastructure management is critical, requiring coordinated planning with other infrastructure systems and stakeholder engagement to reduce costs and enhance service delivery.

Chini, Christopher M.↗

DOE OSTI2022

Nonnegative canonical tensor decomposition with linear constraints: nnCANDELINC

Abstract There is an emerging interest for tensor factorization applications in big‐data analytics and machine learning. To speed up the factorization of extra‐large datasets, organized in multidimensional arrays (also known as tensors), easy to compute compression‐based tensor representations, such as, Tucker and tensor train formats, are used to approximate the initial large‐tensor. Further, tensor factorization is used to extract latent features that can facilitate discoveries of new mechanisms and signatures hidden in the data, where the explainability of the latent features is of principal importance. Nonnegative tensor factorization extracts latent features that are naturally sparse and parts of the data, which makes them easily interpretable. However, to take into account available domain knowledge and subject matter expertise, often additional constraints need to be imposed, which lead us to canonical decomposition with linear constraints (CANDELINC), a canonical polyadic decomposition with rank deficient factors. In CANDELINC, Tucker compression is used as a preprocessing step, which lead to a larger residual error but to more explainable latent features. Here, we propose a nonnegative CANDELINC (nnCANDELINC) accomplished via a specific nonnegative Tucker decomposition; we refer to as minimal or canonical nonnegative Tucker. We derive several results required to understand the specificity of nnCANDELINC, focusing on the difficulties of preserving the nonnegative rank of a tensor to its Tucker core and comparing the real valued to nonnegative case. Finally, we demonstrate nnCANDELINC performance on synthetic and real‐world examples.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

Deep Learning Based Workflow for Accelerated Industrial X-Ray Computed Tomography

X-ray computed tomography (XCT) is an important tool for high-resolution non-destructive characterization of additively-manufactured metal components. XCT reconstructions of metal components may have beam hardening artifacts such as cupping and streaking which makes reliable detection of flaws and defects challenging. Furthermore, traditional workflows based on using analytic reconstruction algorithms require a large number of projections for accurate characterization - leading to longer measurement times and hindering the adoption of XCT for in-line inspections. In this paper, we introduce a new workflow based on the use of two neural networks to obtain high-quality accelerated reconstructions from sparse-view XCT scans of single material metal parts. The first network, implemented using fully-connected layers, helps reduce the impact of BH in the projection data without the need of any calibration or knowledge of the component material. The second network, a convolutional neural network, maps a low-quality analytic 3D reconstruction to a high-quality reconstruction. Using experimental data, we demonstrate that our method robustly generalizes across several alloys, and for a range of sparsity levels without any need for retraining the networks thereby enabling accurate and fast industrial XCT inspections.

Rahman, Obaid↗

DOE OSTI2026

How Silica Surface Chemistry Modulates Interfacial Water: Insights from Machine Learning Molecular Dynamics

Controlling water structure and dynamics at silica interfaces are central to a wide range of technologies, including protective oxide layers for solar water splitting and nanoporous membranes. In this work, we develop a machine learning interatomic potential, trained via active learning, to achieve ab initio accuracy for water confined between hydroxylated silica surfaces over a range of silanol coverages and slit widths. We find that partially hydroxylated surfaces (50 and 75% OH) support stronger water−surface hydrogen bonding and more extended interfacial density profiles than fully hydroxylated (100% OH) surfaces, indicating that increasing OH coverage does not necessarily strengthen interfacial hydrogenbond networks. Translational diffusion decreases approximately linearly with slit width and OH coverage, whereas rotational dynamics respond nonlinearly. In particular, at the smallest slit width of 5 Å, 75% OH coverage produces an enhanced local tetrahedral ordered interfacial network that strongly suppresses reorientation, while 100% coverage yields a crowded, disordered interfacial layer that also hinders rotation. In contrast, the 50% OH coverage is sufficiently sparse that it does not markedly alter water structure or dynamics under confinement. These results show that coupled control of pore size and surface chemistry enables nonlinear tuning of interfacial water structure and transport, providing a design strategy for optimizing porous silica for either enhanced interfacial stability and controlled reactivity or rapid and selective transport.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2020

Application of a long short-term memory for deconvoluting conductance contributions at charged ferroelectric domain walls

Ferroelectric domain walls are promising quasi-2D structures that can be leveraged for miniaturization of electronics components and new mechanisms to control electronic signals at the nanoscale. Despite the significant progress in experiment and theory, however, most investigations on ferroelectric domain walls are still on a fundamental level, and reliable characterization of emergent transport phenomena remains a challenging task. Here, we apply a neural-network-based approach to regularize local I ( V )-spectroscopy measurements and improve the information extraction, using data recorded at charged domain walls in hexagonal (Er 0.99 ,Zr 0.01 )MnO 3 as an instructive example. Using a sparse long short-term memory autoencoder, we disentangle competing conductivity signals both spatially and as a function of voltage, facilitating a less biased, unconstrained and more accurate analysis compared to a standard evaluation of conductance maps. The neural-network-based analysis allows us to isolate extrinsic signals that relate to the tip-sample contact and separating them from the intrinsic transport behavior associated with the ferroelectric domain walls in (Er 0.99 ,Zr 0.01 )MnO 3 . Our work expands machine-learning-assisted scanning probe microscopy studies into the realm of local conductance measurements, improving the extraction of physical conduction mechanisms and separation of interfering current signals.

36 MATERIALS SCIENCE↗

DOE OSTI2021

Operator learning for predicting multiscale bubble growth dynamics

We report simulating and predicting multiscale problems that couple multiple physics and dynamics across many orders of spatiotemporal scales is a great challenge that has not been investigated systematically by deep neural networks (DNNs). Herein, we develop a framework based on operator regression, the so-called deep operator network (DeepONet), with the long-term objective to simplify multiscale modeling by avoiding the fragile and time-consuming “hand-shaking” interface algorithms for stitching together heterogeneous descriptions of multiscale phenomena. To this end, as a first step, we investigate if a DeepONet can learn the dynamics of different scale regimes, one at the deterministic macroscale and the other at the stochastic microscale regime with inherent thermal fluctuations. Specifically, we test the effectiveness and accuracy of the DeepONet in predicting multirate bubble growth dynamics, which is described by a Rayleigh–Plesset (R–P) equation at the macroscale and modeled as a stochastic nucleation and cavitation process at the microscale by dissipative particle dynamics (DPD). First, we generate data using the R–P equation for multirate bubble growth dynamics caused by randomly time-varying liquid pressures drawn from Gaussian random fields (GRFs). Our results show that properly trained DeepONets can accurately predict the macroscale bubble growth dynamics and can outperform long short-term memory networks. We also demonstrate that the DeepONet can extrapolate accurately outside the input distribution using only very few new measurements. Subsequently, we train the DeepONet with DPD data corresponding to stochastic bubble growth dynamics. Although the DPD data are noisy and we only collect sparse data points on the trajectories, the trained DeepONet model is able to predict accurately the mean bubble dynamics for time-varying GRF pressures. Taken together, our findings demonstrate that DeepONets can be employed to unify the macroscale and microscale models of the multirate bubble growth problem, hence providing new insight into the role of operator regression via DNNs in tackling realistic multiscale problems and in simplifying modeling with heterogeneous descriptions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2026

Satellite Embedding-Based Population Imputation for Areas with Missing Building Footprint Data: A Computer Vision-Based Approach

High-resolution population modeling is important for supporting effective decision-making across diverse sectors. LandScan Mosaic generates population estimates at the level of individual buildings and aggregates them to 3 arc-second grids, and this approach performs well in regions where building footprint data are comprehensive and reliable. However, large portions of the globe still suffer from incomplete, sparse, or entirely missing building stock datasets, creating a structural limitation for strictly building-based population models. To address this research gap, this study proposes a computer vision-based framework that employs Google Earth Engine satellite embeddings and UNet, which allows us to directly impute grid-level population estimates in building-data-deficient areas. Applied to Taiwan as a case study, the framework achieved strong predictive performance with R$^{2}$ of 0.89, RMSE of 18.70, and MAE of 8.41, outperforming traditional machine learning approaches. Notably, the proposed framework effectively addressed building false-positive errors inherent in Global Human Settlement Layer (GHSL) data, correctly identifying uninhabited areas that were erroneously classified as populated. The framework also offers significant advantages for global population mapping, particularly in terms of scalability and temporal consistency, thereby extending the coverage and accuracy of high-resolution population products in data-scarce regions worldwide. Urban planners, decision makers, and related stakeholders can obtain granular population distributions to support more accurate and targeted infrastructure investment, service delivery, resource allocation, and risk assessment decisions.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Uncovering multiscale structure-property correlations via active learning in scanning tunneling microscopy

Atomic arrangements and local sub-structures fundamentally influence emergent material functionalities. These structures are conventionally probed using spatially resolved studies and the property correlations are deciphered by a researcher based on sequential explorations, thereby limiting the efficiency and scope. Here we demonstrate a multi-scale Bayesian deep-learning based framework that automatically correlates material structure with its electronic properties using scanning tunneling microscopy (STM) measurements in real-time. Its predictions are used to autonomously direct exploration toward regions of the sample that optimize a given material property. This method is deployed on a low-temperature ultra-high vacuum STM to understand the structure-property relationship in a europium-based semimetal, EuZn 2 As 2 , a promising candidate relevant to magnetism-driven topological phenomena. The framework employs a sparse-sampling approach to efficiently construct the scalar-property space using minimal measurements, about 1–10% of the data required in standard hyperspectral methods. Moreover, we formulate the problem hierarchically across length scales, implementing autonomous workflow to locate mesoscopic and atomic structures that correspond to a target material property. This framework offers the choice to design scalar-property from the spectroscopic data to steer sample exploration. Our findings reveal correlations of the electronic properties unique to surface terminations, local defect density, and point defects.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

DOE OSTI2025

Joint state-parameter estimation for the reduced fracture model via the united filter

Here, in this paper, we introduce an effective United Filter method for jointly estimating the solution state and physical parameters in flow and transport problems within fractured porous media. Fluid flow and transport in fractured porous media are critical in subsurface hydrology, geophysics, and reservoir geomechanics. Reduced fracture models, which represent fractures as lower-dimensional interfaces, enable efficient multi-scale simulations. However, reduced fracture models also face accuracy challenges due to modeling errors and uncertainties in physical parameters such as permeability and fracture geometry. To address these challenges, we propose a United Filter method, which integrates the Ensemble Score Filter (EnSF) for state estimation with the Direct Filter for parameter estimation. EnSF, based on a score-based diffusion model framework, produces ensemble representations of the state distribution without deep learning. Meanwhile, the Direct Filter, a recursive Bayesian inference method, estimates parameters directly from state observations. The United Filter combines these methods iteratively: EnSF estimates are used to refine parameter values, which are then fed back to improve state estimation. Numerical experiments demonstrate that the United Filter method surpasses the state-of-the-art Augmented Ensemble Kalman Filter, delivering more accurate state and parameter estimation for reduced fracture models. This framework also provides a robust and efficient solution for PDE-constrained inverse problems with uncertainties and sparse observations.

Bayesian inference↗

DOE OSTI2024

Extreme sparsification of physics-augmented neural networks for interpretable model discovery in mechanics

Data-driven constitutive modeling with neural networks has received increased interest in recent years due to its ability to easily incorporate physical and mechanistic constraints and to overcome the challenging and time-consuming task of formulating phenomenological constitutive laws that can accurately capture the observed material response. However, even though neural network-based constitutive laws have been shown to generalize proficiently, the generated representations are not easily interpretable due to their high number of trainable parameters. Sparse regression approaches exist that allow for obtaining interpretable expressions, but the user is tasked with creating a library of model forms which by construction limits their expressiveness to the functional forms provided in the libraries. Here, in this work, we propose to train regularized physics-augmented neural network-based constitutive models utilizing a smoothed version of $L^0$-regularization. This aims to maintain the trustworthiness inherited by the physical constraints, but also enables interpretability which has not been possible thus far on any type of machine learning-based constitutive model where model forms were not assumed a priori but were actually discovered. During the training process, the network simultaneously fits the training data and penalizes the number of active parameters, while also ensuring constitutive constraints such as thermodynamic consistency. We show that the method can reliably obtain interpretable and trustworthy constitutive models for compressible and incompressible hyperelasticity, yield functions, and hardening models for elastoplasticity, using synthetic and experimental data. This work aims to set a new paradigm for interpretable machine learning models in the broad area of solid mechanics where low and limited data is available along with prior knowledge of physical constraints that the learned maps need to obey. This paradigm can potentially be extended to a broader spectrum of scientific exploration.

Data-driven constitutive models↗

DOE OSTI2025

Hyperspectral segmentation of plants in fabricated ecosystems

Hyperspectral imaging provides a powerful tool for analyzing above-ground plant characteristics in fabricated ecosystems, offering rich spectral information across diverse wavelengths. This study presents an efficient workflow for hyperspectral data segmentation and subsequent data analytics, minimizing the need for user annotation through the use of ensembles of sparse mixed scale convolution neural networks. The segmentation process leverages the diversity of ensembles to achieve high accuracy with minimal labeled data, reducing labor-intensive annotation efforts. To further enhance robustness, we incorporate image alignment techniques to address spatial variability in the dataset. Downstream analysis focuses on using the segmented data for processing spectral data, enabling monitoring of plant health. This approach provides a scalable solution for spectral segmentation, and facilitates actionable insights into plant conditions in complex, controlled environments. Our results demonstrate the utility of combining advanced machine learning techniques with hyperspectral analytics for high-throughput plant monitoring.

Zwart, Petrus H.↗

DOE OSTI2023

SuperNeuro: A Fast and Scalable Simulator for Neuromorphic Computing

In many neuromorphic workflows, simulators play a vital role for important tasks such as training spiking neural networks, running neuroscience simulations, and designing, implementing, and testing neuromorphic algorithms. Currently available simulators cater to either neuroscience workflows (e.g., NEST and Brian2) or deep learning workflows (e.g., BindsNET). Problematically, the neuroscience-based simulators are slow and not very scalable, and the deep learning-based simulators do not support certain functionalities that are typical of neuromorphic workloads (e.g., synaptic delay). In this paper, we address this gap in the literature and present SuperNeuro, which is a fast and scalable simulator for neuromorphic computing capable of both homogeneous and heterogeneous simulations as well as GPU acceleration. We also present preliminary results that compare SuperNeuro to widely used neuromorphic simulators such as NEST, Brian2, and BindsNET in terms of computation times. We demonstrate that SuperNeuro can be approximately 10×--300× faster than some of the other simulators for small sparse networks. On large sparse and large dense networks, SuperNeuro can be approximately 2.2×--3.4× faster than the other simulators, respectively.

Date, Prasanna↗

DOE OSTI2021

Attack-Resilient Weighted $\ell_{1}$ Observer with Prior Pruning

Security related questions for Cyber Physical Systems (CPS) have attracted much research attention in searching for novel methods for attack-resilient control and/or estimation. Specifically, false data injection attacks (FDIAs) have been shown to be capable of bypassing bad data detection (BDD), while arbitrarily compromising the integrity of state estimators and robust controller even with very sparse measurements corruption. Moreover, based on the inherent sparsity of pragmatic attack signals, ℓ1 -minimization scheme has been used extensively to improve the design of attack-resilient estimators. For this, the theoretical maximum for the percentage of compromised nodes that can be accommodated has been shown to be 50%. In order to guarantee correct state recoveries for larger percentage of attacked nodes, researchers have begun to incorporate prior information into the underlying resilient observer design framework. For the most pragmatic cases, this prior information is often obtained through some data-driven machine learning process. Existing results have shown strong positive correlation between the tolerated attack percentages and the precision of the prior information. In this paper, we present a pruning method to improve the precision of the prior information, given corresponding stochastic uncertainty characteristics of the underlying machine learning model. Then a weighted ℓ1 -minimization is proposed based on the pruned prior. The theoretical and simulation results show that the pruning method significantly improves the observer performance for much larger attack percentages, even when moderately accurate machine learning model used.

Resilient observer, Cyber-physical systems, prunin↗

DOE OSTI2024

G2Aero Database of Airfoils - Curated Airfoils

This dataset contains a curated set of 19,164 airfoil shapes from various applications and the data-driven design space of separable shape tensors (PGA space), which can be used as a parameter space for machine-learning applications focused on airfoil shapes. We constructed the airfoil dataset in two main stages. First, we identified 13 baseline airfoils from the NREL 5MW and IEA 15MW reference wind turbines. We reparameterized these shapes using least-squares fits of 8-order CST parametrizations, which involve 18 coefficients. By uniformly perturbing all 18 CST coefficients by +/-20% around each baseline airfoil, we generated 1,000 unique airfoils. Each airfoil was sampled with 1,001 shape landmarks whose x-coordinates followed a cosine distribution along the chord. This process resulted in a total of 13,000 airfoil shapes, each with 1,001 landmarks. In the second phase, we gathered additional airfoils from the extensive BigFoil database, which consolidates data from sources such as the University of Illinois Urbana-Champaign (UIUC) airfoil database, the JavaFoil database, the NACA-TR-824 database, and others. We undertook a thorough pre-processing step to filter out shapes with sparse, noisy, or incomplete data. We also removed airfoils with sharp leading edge and those exceeding our threshold for trailing edge thickness. Additionally, we thinned out the collection of NACA airfoils-- parametric sweeps of NACA airfoils with increasing thickness and camber present in BigFoil database-- by selecting every fourth step in the parameter sweeps. Finally, we regularized the airfoils by reparametrizing them with an 8-order CST parametrization (with 1,001 shape landmarks with x coordinated following cosine distribution along the chord) and removing airfoils with high reconstruction errors. This data pre-processing resulted in a set of 6,164 airfoils. In total, our curated airfoil dataset comprises 19,164 airfoils, each with 1,001 landmarks, and is stored in the curated_airfoils.npz file. Using this curated airfoil dataset, we utilized the separable shape tensors framework to develop a data-driven parameterization of airfoils based on principal geodesic analysis (PGA) of separable shape tensors. This PGA space is provided in PGAspace.npz file.

airfoils↗

DOE OSTI2022

Scaled Vecchia Approximation for Fast Computer-Model Emulation

Many scientific phenomena are studied using computer experiments consisting of multiple runs of a computer model while varying the input settings. Gaussian processes (GPs) are a popular tool for the analysis of computer experiments, enabling interpolation between input settings, but direct GP inference is computationally infeasible for large datasets. We adapt and extend a powerful class of GP methods from spatial statistics to enable the scalable analysis and emulation of large computer experiments. Specifically, we apply Vecchia’s ordered conditional approximation in a transformed input space, with each input scaled according to how strongly it relates to the computer-model response. The scaling is learned from the data by estimating parameters in the GP covariance function using Fisher scoring. Our methods are highly scalable, enabling estimation, joint prediction, and simulation in near-linear time in the number of model runs. In several numerical examples, our approach substantially outperformed existing methods.

97 MATHEMATICS AND COMPUTING↗